+73.9%
CNP vs RBA
+37.7%
+36.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.9% |
| 7D | -4.2% | +4.3% | -8.5% | -4.8% |
| 30D | +5.5% | +16.3% | -10.8% | +3.1% |
| 3M | +0.6% | +1.3% | -0.7% | +0.2% |
| 6M | -2.8% | -11.1% | +8.2% | -1.5% |
| YTD | +7.9% | -8.5% | +16.3% | +8.2% |
| 1Y | +6.7% | -2.1% | +8.8% | +5.7% |
| 3Y | +61.1% | +44.6% | +16.6% | +47.0% |
| All | +73.9% | +37.7% | +36.3% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling